TBH, I'm not familiar with the Microsoft certification processes so can't really speak to that or other certifications out there that might be similar.
You seem to know what you want your end goal to be; would it be helpful to work backwards from that and write down what the steps in between might look like? For instance, is the actual certification important or where that certification would allow you entry to? There might be a few different paths to what you're viewing as 'accomplished'.
If you're plugging away at learning the things you want to learn, it doesn't sound anything like a failure to me